+14.7%
GTLB vs ESI
+44.5%
-29.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +1.1% |
| 7D | +11.1% | +3.3% | +7.7% | +11.2% |
| 30D | +37.8% | -5.9% | +43.7% | +37.5% |
| 3M | +61.6% | -14.1% | +75.7% | +59.8% |
| 6M | +98.9% | +6.6% | +92.4% | +89.2% |
| YTD | +32.8% | +45.0% | -12.3% | +14.4% |
| 1Y | +14.7% | +41.5% | -26.8% | +2.5% |
| All | +14.7% | +44.5% | -29.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling